-97.7%
AMC vs AR
-37.9%
-59.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.8% | -9.7% | -11.8% |
| 7D | 0.0% | -11.7% | +11.7% | +3.0% |
| 30D | +4.4% | +1.8% | +2.6% | +3.6% |
| 3M | +15.4% | +6.0% | +9.4% | +12.4% |
| 6M | +93.7% | -7.0% | +100.7% | +93.8% |
| YTD | +97.4% | +5.6% | +91.9% | +88.8% |
| 1Y | +23.2% | +10.8% | +12.4% | +16.0% |
| 3Y | -71.3% | +19.3% | -90.6% | -74.4% |
| 5Y | -99.3% | +73.3% | -172.6% | -99.4% |
| 10Y | -98.7% | +47.6% | -146.3% | -99.3% |
| All | -97.7% | -37.9% | -59.9% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling